+1,070.2%
ACN vs HBM
+471.0%
+599.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | +24.6% | -16.0% | +40.6% | +26.7% |
| 3M | +46.2% | -21.3% | +67.5% | +49.3% |
| 6M | +46.2% | -12.2% | +58.4% | +45.6% |
| YTD | -0.9% | +10.7% | -11.5% | -5.8% |
| 1Y | +8.8% | +30.3% | -21.5% | +0.9% |
| 3Y | -14.3% | +432.2% | -446.5% | -36.6% |
| 5Y | -22.6% | +218.8% | -241.4% | -40.7% |
| 10Y | +153.7% | +281.4% | -127.6% | +67.4% |
| All | +1,070.2% | +471.0% | +599.2% | +573.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling